E-mini Russell 2000 futures trading highlights

E-mini Russell 2000® Index futures and options launched at CME on July 10; already, volume, open interest, depth of book and tight bid/ask spreads signal a deepening liquidity pool.

  • On average, futures top-of-book liquidity was 1.5 ticks wide, 11.9 contracts up
  • On July 25, more than 10,000 contracts ($790M notional) E-mini Russell 2000 Index futures traded; OI reached 2,921 contracts ($212M notional)

Learn how you can move your Russell 2000 futures positions and capitalize on growing liquidity at CME.
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